Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications

Imed Gammoudi, Asma Nani, Mohamed El Ghourabi. Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications. Communications in Statistics - Simulation and Computation, 50(11):3338-3363, 2021. [doi]

Authors

Imed Gammoudi

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Asma Nani

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Mohamed El Ghourabi

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